Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 641.568602 657.072810 672.323580 688.449769 705.012902 721.524388 739.224816
2026-01-11 621.532814 644.336137 667.070365 691.435363 716.807266 742.447907 770.318524
2026-01-18 607.020343 634.854044 662.875281 693.201906 725.100158 757.659689 793.412321
2026-01-25 596.905598 628.859559 661.290859 696.678004 734.212270 772.846193 815.632095
2026-02-01 587.558275 622.969103 659.163981 698.940209 741.440304 785.507091 834.676322
2026-02-08 579.535871 617.989553 657.545248 701.294596 748.349836 797.463346 852.635790
2026-02-15 571.585978 612.703470 655.245493 702.574626 753.789161 807.568992 868.360105
2026-02-22 564.567993 608.117591 653.419203 704.093845 759.238035 817.472231 883.681080
2026-03-01 557.661529 603.400277 651.219049 704.982802 763.797818 826.238279 897.616852
2026-03-08 550.527393 598.216139 648.309852 704.902197 767.119765 833.503156 909.780064
2026-03-15 545.208847 594.842276 647.214564 706.652942 772.310617 842.700238 923.979960
2026-03-22 539.028785 590.360012 644.755814 706.759657 775.560768 849.656250 935.617116
2026-03-29 534.578850 587.685072 644.197503 708.888604 780.989315 858.984968 949.887782
2026-04-05 531.049342 585.922305 644.551050 711.941431 787.372435 869.323657 965.263815
2026-04-12 526.870463 583.329648 643.886896 713.769033 792.310645 877.995811 978.738536
2026-04-19 524.146408 582.276391 644.861154 717.361423 799.172660 888.787156 994.592829
2026-04-26 520.717278 580.347628 644.780871 719.699431 804.566415 897.891974 1008.526429
2026-05-03 517.521441 578.604799 644.840671 722.132736 810.017475 907.029559 1022.488790
2026-05-10 513.721402 576.103102 643.976805 723.455686 814.155162 914.643005 1034.696462
2026-05-17 510.240527 573.894344 643.381547 725.025859 818.526660 922.490673 1047.161565
2026-05-24 506.462443 571.280372 642.265613 725.944636 822.105442 929.400815 1058.534565
2026-05-31 502.157278 567.997517 640.326452 725.861327 824.482687 934.896564 1068.252751
2026-06-07 499.227923 566.236214 640.074809 727.670817 829.002648 942.832651 1080.796774